-63.1%
BAX vs PRU
+42.9%
-106.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +3.6% | +3.8% | -0.1% | +2.0% |
| 30D | +8.5% | +9.0% | -0.5% | +4.6% |
| 3M | -4.9% | +2.1% | -7.0% | -5.9% |
| 6M | +47.0% | +25.4% | +21.6% | +33.8% |
| YTD | +38.4% | +13.5% | +24.9% | +30.7% |
| 1Y | +49.1% | +21.3% | +27.8% | +37.2% |
| 3Y | -14.9% | +55.1% | -70.0% | -29.5% |
| 5Y | -63.1% | +43.6% | -106.7% | -68.9% |
| All | -63.1% | +42.9% | -106.0% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling